For example, can I create an endpoint with no target_url and have the virtual endpoint listen on /somepath/anything/?

You’ll need to specify something, however it can be a dummy endpoint (e.g. http://example.com).

Then just set the listen path to / and put your virtual endpoint on {x} as the path, this will translate into a regex under the hood and capture all requests, alternatively you can use an actual regex if you want to be more specific.